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Elliptic equations of higher stochastic order
6 references·0 citing·22 second hop
Elliptic equations of higher stochastic order (2010)Elliptic equations of higher stochastic o…Stochastic partial differential equations (2020)Stochastic partial differenti…A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus (2009)A stochastic modeling methodo…The Malliavin Calculus and Related Topics (2006)The Malliavin Calculus and Re…Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations (2004)Galerkin Finite Element Appro…Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of Stochastic Proc…Stochastic integral (1944)Stochastic integralRandom vibration and statistical linearization (1990)Stochastic Finite Elements: A Spectral Approach (1991)Verification and Validation in Computational Science and Engineering (1998)Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations (2004)Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics (2008)An Introduction to Computational Stochastic PDEs (2014)The Malliavin Calculus and Related Topics (1995)Stochastic Analysis (1997)Simulation of stochastic systems via polynomial chaos expansions and convex optimization (2012)Brownian motion and stochastic calculus (2017)Stochastic Differential Equations in a Differentiable Manifold (1950)On a Generalization of a Stochastic Integral (1976)Functional Itô calculus and stochastic integral representation of martingales (2013)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Stochastic Calculus with Respect to Gaussian Processes (2001)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Simulation of Ergodic Multivariate Stochastic Processes (1996)The stochastic finite element method: Past, present and future (2008)Fast Numerical Methods for Stochastic Computations: A Review (2009)Stochastic calculus with respect to continuous finite quadratic variation processes (2000)An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion (2004)Parameter identification in a probabilistic setting (2013)
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References

  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 2004Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations869 cited
  • 1944Stochastic integral547 cited
  • 2020Stochastic partial differential equations216 cited
  • 2009A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus34 cited

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